+87.9%
MDLZ vs EWJ
+138.2%
-50.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | +1.4% | +1.0% | +0.5% | +1.0% |
| 3M | 0.0% | +7.2% | -7.2% | -3.5% |
| 6M | +9.1% | +13.9% | -4.7% | +2.0% |
| YTD | +17.9% | +20.8% | -2.8% | +7.1% |
| 1Y | +3.2% | +26.4% | -23.1% | -8.4% |
| 3Y | -2.5% | +71.8% | -74.2% | -28.2% |
| 5Y | +17.6% | +49.9% | -32.3% | -6.4% |
| 10Y | +87.9% | +140.0% | -52.0% | +3.7% |
| All | +87.9% | +138.2% | -50.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling